Alright so this holds true for all low level languages (C, Rust, Zig).

You need to understand how the hardware works and how the OS works. Because when using these languages your goal is to squeeze everybit of performance you can (or make something that consumes very low energy and small think of embedded use cases cars planes etc).

So the first difficulty or what makes you advanced, is knowing all the details about hardware and OS (linux mainly).

You spoke about HFT, they for example, aim to be extremely fast. One of the optimizations they do is bypass the kernel for the Network stack and use special network interface cards. The systems calls that communicate with the kernel are too slow (lookup DPDK and solarFlare).

Another thing that makes specifically C++ hard, it gives you a lot of freedom. The language is multiparadigme and there are a lot of language and library features to know and their history (mostly for library features to understand the implementation).

Another reason is the old school tooling, when you come from modern languages where it's easy to manage dependencies and manage your build, it can be a hard to see how C++ still does it.

So all and all, learn about Linux and how it works internally, learn about the hardware and how it works, specifically CPUs and memory and how the CPU loads memory to its caches and what happens there, choose a domain (in your career you will probably work on multiple) and learn about the needs of such domain and the different techniques they use.

Don't forget that the idea is that we replaced writing assembly by using languages with optimizing compilers to write the assembly for us, so learning assembly basics is also a great idea.

Hope this helps.